services > Liquidity > management enhancements > risk measurement > reporting template > stress testing review

Liquidity Management consulting services

independent review is required by “Interagency Policy Statement on Funding and Liquidity Risk Management”

policy review

review policies for adequacy and compliance with appropriate regulation, and congruence with peer group best practices.
compare the policy to U.S., UK FSA, CEBS and BIS regulatory guidance and industry best practices
provide sample policy text, with suggested policy enhancements
Liquidity & Funds management
Liquidity Contingency Plan

process review

liquidity risk metrics – liquidity risk limits
breadth, depth, consistency and relevance of liquidity stress tests
bank-wide liquidity reporting processes

assist with the implementation of reporting and policy language changes

develop a Liquidity & Liquidity Risk management and stress-testing template

Excel-based for usability
programmed solutions are optionally available

recommend changes in the bank’s liquidity risk management tactics and/or strategies

Enhancements >

real world solutions >

real time ALCO reporting? Over the past few years, there have been days with historically high interest rate volatility. After several such days, the management of Sample Bank believed their annual budget was no longer accurate.

Working with the ALMnetwork, Sample Bank produced forecasts based on rates “as of” the prior days’ close. While not exactly “real-time” reporting, next day reporting was useful to the management of Sample Bank in comprehending their new earnings position, formulating new tactics and strategies, and fine-tuning their pricing.